composite_analysis

composite_analysis(
    data,
    families,
    composite_type='CompetingRisks',
    average_method='AIC',
    sampler='DEMCz',
    iterations=3000,
    output_length=10000,
    credible_level=0.9,
    seed=12345,
    exceedance_probabilities=None,
    thinning_interval=-1,
)

Composite frequency analysis over one child analysis per families entry.

Combines the child univariate frequency analyses (each fit to data) into a single composite curve. Wraps the shared C++ CompositeAnalysis.

Parameters

Name Type Description Default
data array_like Observations to fit. required
families sequence of str Distribution family name of each child analysis. required
composite_type ('CompetingRisks', 'Mixture', 'ModelAverage') How the child curves are combined. "CompetingRisks"
average_method str Selects the model-averaging criterion. "AIC"
sampler ('DEMCz', 'DEMCzs', 'ARWMH', 'NUTS') MCMC sampler. "DEMCz"
iterations int Number of post-warmup MCMC iterations. 3000
output_length int Number of posterior samples used to build the credible band. 10000
credible_level float Credible-interval width. 0.90
seed int PRNG seed for the sampler. 12345
exceedance_probabilities array_like of float Exceedance probabilities at which to tabulate the curve; when None, the default ordinates are used. None
thinning_interval int MCMC thinning interval; -1 keeps the sampler’s own default. -1

Returns

Name Type Description
dict The same shape as univariate_analysis: parameters, mode_curve, mean_curve, lower_ci, upper_ci, aic, bic, dic, rmse.

See Also

univariate_analysis